What tool do you use for reading mailing lists? Is it an normal 
e-mail client or is something more specialized to handle mailing list 
threads and filtering? Do you use Celeste or another squeak package?

GNUS, inside gnu emacs, of course.  I get threading, auto-deletion of 
old read messages after some configurable number of days (unless I 
mark it for later), and an interface that looks exactly like reading 
newsgroups (and the rest of my email).